A thread applying device for a winding machine with one or more thread capturing grooves on a spool spindle or on one or more empty sleeves slipped onto this spindle. The device has a thread applying arm which carries open thread guides, extends along part of the length of the spool spindle and is supported for rocking movement about the empty sleeves and so that the thread guides execute a movement axial relatively to the spindle. In this manner the device makes possible single-handed thread application and insures that the threads in this applying operation encircle the empty sleeves over a relatively large angle and are safely moved into and captured by the capturing grooves. The formation of waste windings and thread reserves is also facilitated.